MS20
Title: Optimal control and financial mathematics
Session 1
| Name of the speaker |
Title |
University |
| Lijun Bo |
Extended mean field control problems with constraints: The generalized Fritz-John conditions and Lagrangian method |
Xidian University and USTC, China |
| Ibrahim Ekren |
Uniform-in-Time Weak Propagation of Chaos for Consensus-Based Optimization |
University of Michigan, US |
| Said Hamadène |
The optimal switching problem with signed switching costs |
Le Mans Université |
| Hanxiao Wang |
Optimal Controls for Forward-Backward Stochastic Differential Equations: Time-Inconsistency and Time-Consistent Solutions |
Shenzhen University, China |
Session 2
| Name of the speaker |
Title |
University |
| Gaoyue Guo |
On pairwise comparaison and the soccer model |
CentraleSupélec, France |
| Simone Scotti |
Fly to quality and walk back |
University of Pisa, Italy |
| Jiaqiang Wen |
Mean-field BSDEs with quadratic growth and applications |
SusTech, China |
| Lihu Xu |
Stable CLT in the total variation distance |
University of Macau, Macau SAR |
|
